The Hawkes process was proposed in [1]} and has since become popular for use in modeling situations where there is a clear triggering effect. For example, it has been used in modeling for seismology in [2]} as an earthquake is generally followed by aftershocks. It has also been used to model biological neural networks in [3]} as the firing of other neurons has an impact on the firing other neurons in the network. Other applications include stock price [4]}, crime events [5]}, social media activities [6]}.
